| Publication | Date of Publication | Type |
|---|
Stochastic search for a parametric cost function approximation: energy storage with rolling forecasts
European Journal of Operational Research | 2023-11-14 | Paper |
Reinforcement Learning and Stochastic Optimization
| 2023-10-17 | Paper |
Least squares policy iteration with instrumental variables vs. direct policy search: comparison against optimal benchmarks using energy storage
INFOR: Information Systems and Operational Research | 2023-03-15 | Paper |
Entropy Minimization for Optimization of Expensive, Unimodal Functions
| 2023-02-22 | Paper |
An Information-Collecting Drone Management Problem for Wildfire Mitigation
| 2023-01-17 | Paper |
The Information-Collecting Vehicle Routing Problem: Stochastic Optimization for Emergency Storm Response
| 2023-01-16 | Paper |
From reinforcement learning to optimal control: a unified framework for sequential decisions
| 2022-10-28 | Paper |
Stochastic optimization for vaccine and testing kit allocation for the COVID-19 pandemic
European Journal of Operational Research | 2022-09-09 | Paper |
Zeroth-order stochastic compositional algorithms for risk-aware learning
SIAM Journal on Optimization | 2022-04-20 | Paper |
Optimistic Monte Carlo tree search with sampled information relaxation dual bounds
Operations Research | 2021-01-19 | Paper |
Optimal online learning for nonlinear belief models using discrete priors
Operations Research | 2021-01-19 | Paper |
A knowledge gradient policy for sequencing experiments to identify the structure of RNA molecules using a sparse additive belief model
INFORMS Journal on Computing | 2020-12-03 | Paper |
Benchmarking a scalable approximate dynamic programming algorithm for stochastic control of grid-level energy storage
INFORMS Journal on Computing | 2020-11-09 | Paper |
Bayesian exploration for approximate dynamic programming
Operations Research | 2020-10-12 | Paper |
Optimal learning with local nonlinear parametric models over continuous designs
SIAM Journal on Scientific Computing | 2020-08-05 | Paper |
Approximate dynamic programming for planning a ride-hailing system using autonomous fleets of electric vehicles
European Journal of Operational Research | 2020-05-07 | Paper |
Risk-averse approximate dynamic programming with quantile-based risk measures
Mathematics of Operations Research | 2020-03-12 | Paper |
Bias-Corrected Q-Learning With Multistate Extension
IEEE Transactions on Automatic Control | 2020-01-28 | Paper |
Risk Directed Importance Sampling in Stochastic Dual Dynamic Programming with Hidden Markov Models for Grid Level Energy Storage
| 2020-01-16 | Paper |
Reinforcement Learning via Parametric Cost Function Approximation for Multistage Stochastic Programming
| 2020-01-02 | Paper |
A unified framework for stochastic optimization
European Journal of Operational Research | 2019-02-11 | Paper |
Optimal learning for nonlinear parametric belief models over multidimensional continuous spaces
SIAM Journal on Optimization | 2018-11-07 | Paper |
Dynamic decision making in energy systems with storage and renewable energy sources
Trends in Mathematics | 2018-10-11 | Paper |
Optimal Learning for Stochastic Optimization with Nonlinear Parametric Belief Models
SIAM Journal on Optimization | 2018-09-12 | Paper |
Scenario Generation Methods that Replicate Crossing Times in Spatially Distributed Stochastic Systems
SIAM/ASA Journal on Uncertainty Quantification | 2018-07-19 | Paper |
Finite-time analysis for the knowledge-gradient policy
SIAM Journal on Control and Optimization | 2018-04-05 | Paper |
Regularized decomposition of high-dimensional multistage stochastic programs with Markov uncertainty
SIAM Journal on Optimization | 2018-04-03 | Paper |
ADAPT: a price-stabilizing compliance policy for renewable energy certificates: the case of SREC markets
Operations Research | 2018-01-11 | Paper |
Backward Approximate Dynamic Programming with Hidden Semi-Markov Stochastic Models in Energy Storage Optimization
| 2017-10-11 | Paper |
Parallel Nonstationary Direct Policy Search for Risk-Averse Stochastic Optimization
INFORMS Journal on Computing | 2017-10-04 | Paper |
An Optimal Approximate Dynamic Programming Algorithm for Concave, Scalar Storage Problems With Vector-Valued Controls
IEEE Transactions on Automatic Control | 2017-09-08 | Paper |
Evolutionary Policy Iteration Under a Sampling Regime for Stochastic Combinatorial Optimization
IEEE Transactions on Automatic Control | 2017-08-25 | Paper |
A New Optimal Stepsize for Approximate Dynamic Programming
IEEE Transactions on Automatic Control | 2017-05-16 | Paper |
Stochastic Optimization with Parametric Cost Function Approximations
| 2017-03-14 | Paper |
Perspectives of approximate dynamic programming
Annals of Operations Research | 2016-11-09 | Paper |
A recursive local polynomial approximation method using Dirichlet clouds and radial basis functions
SIAM Journal on Scientific Computing | 2016-08-08 | Paper |
SMART: A stochastic multiscale model for the analysis of energy resources, technology, and policy
INFORMS Journal on Computing | 2016-06-29 | Paper |
Practicality of Nested Risk Measures for Dynamic Electric Vehicle Charging
| 2016-05-10 | Paper |
An approximate dynamic programming algorithm for monotone value functions
Operations Research | 2016-04-05 | Paper |
Optimal information blending with measurements in the \(L^{2}\) sphere
Mathematics of Operations Research | 2016-01-29 | Paper |
Optimal hour-ahead bidding in the real-time electricity market with battery storage using approximate dynamic programming
INFORMS Journal on Computing | 2015-12-21 | Paper |
Optimal learning with a local parametric belief model
Journal of Global Optimization | 2015-10-20 | Paper |
Optimal learning in experimental design using the knowledge gradient policy with application to characterizing nanoemulsion stability
SIAM/ASA Journal on Uncertainty Quantification | 2015-09-09 | Paper |
Nested-Batch-Mode Learning and Stochastic Optimization with An Application to Sequential MultiStage Testing in Materials Science
SIAM Journal on Scientific Computing | 2015-06-10 | Paper |
Semiconvex regression for metamodeling-based optimization
SIAM Journal on Optimization | 2014-09-26 | Paper |
Optimal learning for sequential sampling with non-parametric beliefs
Journal of Global Optimization | 2014-09-18 | Paper |
Dirichlet process mixtures of generalized linear models
| 2014-02-03 | Paper |
Hierarchical knowledge gradient for sequential sampling
| 2014-02-03 | Paper |
Least Squares Policy Iteration with Instrumental Variables vs. Direct Policy Search: Comparison Against Optimal Benchmarks Using Energy Storage
| 2014-01-04 | Paper |
Asymptotically optimal Bayesian sequential change detection and identification rules
Annals of Operations Research | 2013-11-12 | Paper |
Information collection for linear programs with uncertain objective coefficients
SIAM Journal on Optimization | 2013-04-09 | Paper |
Approximate dynamic programming for rail operations
| 2012-09-28 | Paper |
Rejoinder-the languages of stochastic optimization
INFORMS Journal on Computing | 2012-07-28 | Paper |
The knowledge-gradient policy for correlated normal beliefs
INFORMS Journal on Computing | 2012-07-28 | Paper |
Merging AI and OR to solve high-dimensional stochastic optimization problems using approximate dynamic programming
INFORMS Journal on Computing | 2012-07-28 | Paper |
The knowledge-gradient algorithm for sequencing experiments in drug discovery
INFORMS Journal on Computing | 2012-07-28 | Paper |
Optimal energy commitments with storage and intermittent supply
Operations Research | 2012-06-26 | Paper |
A metastrategy for large-scale resource management based on informational decomposition
INFORMS Journal on Computing | 2012-06-18 | Paper |
Dynamic-programming approximations for stochastic time-staged integer multicommodity-flow problems
INFORMS Journal on Computing | 2012-06-18 | Paper |
The knowledge gradient algorithm for a general class of online learning problems
Operations Research | 2012-06-18 | Paper |
A review of stochastic algorithms with continuous value function approximation and some new approximate policy iteration algorithms for multidimensional continuous applications
Journal of Control Theory and Applications | 2012-06-01 | Paper |
Dynamic programming models and algorithms for the mutual fund cash balance problem
Management Science | 2012-02-27 | Paper |
An adaptive, distribution-free algorithm for the newsvendor problem with censored demands, with applications to inventory and distribution
Management Science | 2012-02-19 | Paper |
The correlated knowledge gradient for simulation optimization of continuous parameters using Gaussian process regression
SIAM Journal on Optimization | 2012-01-09 | Paper |
Value function approximation using multiple aggregation for multiattribute resource management
| 2011-11-08 | Paper |
Approximate dynamic programming. Solving the curses of dimensionality
Wiley Series in Probability and Statistics | 2011-09-09 | Paper |
Consistency of sequential Bayesian sampling policies
SIAM Journal on Control and Optimization | 2011-07-22 | Paper |
Information collection on a graph
Operations Research | 2011-07-19 | Paper |
An optimal approximate dynamic programming algorithm for the lagged asset acquisition problem
Mathematics of Operations Research | 2011-04-27 | Paper |
Minimizing total tardiness in a stochastic single machine scheduling problem using approximate dynamic programming
Journal of Scheduling | 2011-04-01 | Paper |
Optimal control of dosage decisions in controlled ovarian hyperstimulation
Annals of Operations Research | 2010-11-03 | Paper |
A Knowledge-Gradient Policy for Sequential Information Collection
SIAM Journal on Control and Optimization | 2009-09-29 | Paper |
Sensitivity Analysis of a Dynamic Fleet Management Model Using Approximate Dynamic Programming
Operations Research | 2009-08-13 | Paper |
A Distributed Decision-Making Structure for Dynamic Resource Allocation Using Nonlinear Functional Approximations
Operations Research | 2009-07-18 | Paper |
Implementing Real-Time Optimization Models: A Case Application From The Motor Carrier Industry
Operations Research | 2009-07-03 | Paper |
What you should know about approximate dynamic programming
Naval Research Logistics | 2009-04-22 | Paper |
Capturing incomplete information in resource allocation problems through numerical patterns
European Journal of Operational Research | 2009-04-08 | Paper |
Index policies for discounted bandit problems with availability constraints
Advances in Applied Probability | 2008-08-05 | Paper |
Approximate Dynamic Programming
Wiley Series in Probability and Statistics | 2007-10-11 | Paper |
Monotonicity in multidimensional Markov decision processes for the batch dispatch problem
Operations Research Letters | 2007-08-27 | Paper |
Adaptive stepsizes for recursive estimation with applications in approximate dynamic programming
Machine Learning | 2006-11-22 | Paper |
scientific article; zbMATH DE number 5007573 (Why is no real title available?)
| 2006-02-20 | Paper |
Learning Algorithms for Separable Approximations of Discrete Stochastic Optimization Problems
Mathematics of Operations Research | 2005-11-11 | Paper |
The single-node dynamic service scheduling and dispatching problem
European Journal of Operational Research | 2005-11-04 | Paper |
Using low-dimensional patterns in optimizing simulators: An illustration for the military airlift problem
Mathematical and Computer Modelling | 2005-03-04 | Paper |
Exact algorithms for scheduling multiple families of jobs on parallel machines
Naval Research Logistics | 2004-03-15 | Paper |
An adaptive dynamic programming algorithm for a stochastic multiproduct batch dispatch problem
Naval Research Logistics | 2004-03-15 | Paper |
Some fixed-point results for the dynamic assignment problem
Annals of Operations Research | 2004-01-06 | Paper |
An Adaptive Dynamic Programming Algorithm for Dynamic Fleet Management, I: Single Period Travel Times
Transportation Science | 2003-07-07 | Paper |
An Adaptive Dynamic Programming Algorithm for Dynamic Fleet Management, II: Multiperiod Travel Times
Transportation Science | 2003-07-07 | Paper |
An Adaptive Dynamic Programming Algorithm for the Heterogeneous Resource Allocation Problem
Transportation Science | 2003-06-29 | Paper |
An algorithm for approximating piecewise linear concave functions from sample gradients
Operations Research Letters | 2003-05-04 | Paper |
Exploiting structure in adaptive dynamic programming algorithms for a stochastic batch service problem
European Journal of Operational Research | 2002-11-17 | Paper |
A multiplier adjustment method for dynamic resource allocation problems
Transportation Science | 2002-09-02 | Paper |
A column generation based decomposition algorithm for a parallel machine just-in-time scheduling problem
European Journal of Operational Research | 2002-08-18 | Paper |
Dynamic control of logistics queueing networks for large-scale fleet management
Transportation Science | 2002-07-01 | Paper |
Shape – A Stochastic Hybrid Approximation Procedure for Two-Stage Stochastic Programs
Operations Research | 2002-06-04 | Paper |
On the value of optimal myopic solutions for dynamic routing and scheduling problems in the presence of user noncompliance
Transportation Science | 2002-04-17 | Paper |
Real-time optimization of containers and flatcars for intermodal operations
Transportation Science | 2002-04-17 | Paper |
Adaptive labeling algorithms for the dynamic assignment problem
Transportation Science | 2002-04-17 | Paper |
A representational paradigm for dynamic resource transformation problems
Annals of Operations Research | 2002-03-26 | Paper |
scientific article; zbMATH DE number 1452997 (Why is no real title available?)
| 2000-05-25 | Paper |
Dynamic control of multicommodity fleet management problems
European Journal of Operational Research | 2000-02-09 | Paper |
Solving Parallel Machine Scheduling Problems by Column Generation
INFORMS Journal on Computing | 1999-01-01 | Paper |
scientific article; zbMATH DE number 1163721 (Why is no real title available?)
| 1998-06-11 | Paper |
An Algorithm for Multistage Dynamic Networks with Random Arc Capacities, with an Application to Dynamic Fleet Management
Operations Research | 1998-01-25 | Paper |
scientific article; zbMATH DE number 1086922 (Why is no real title available?)
| 1997-12-18 | Paper |
A Stochastic Formulation of the Dynamic Assignment Problem, with an Application to Truckload Motor Carriers
Transportation Science | 1997-12-14 | Paper |
scientific article; zbMATH DE number 1057929 (Why is no real title available?)
| 1997-12-01 | Paper |
A note on Bertsekas' small-label-first strategy
| 1997-11-25 | Paper |
scientific article; zbMATH DE number 956788 (Why is no real title available?)
| 1997-09-15 | Paper |
Restricted recourse strategies for bounding the expected network recourse function
Annals of Operations Research | 1997-02-23 | Paper |
Models and Algorithms for Distribution Problems with Uncertain Demands
Transportation Science | 1996-08-06 | Paper |
Dynamic fleet management as a logistics queueing network
Annals of Operations Research | 1996-03-18 | Paper |
Subgradient Methods for the Service Network Design Problem
Transportation Science | 1995-01-11 | Paper |
A network recourse decomposition method for dynamic networks with random arc capacities
Networks | 1994-11-27 | Paper |
Restricted Recourse Strategies for Dynamic Networks with Random Arc Capacities
Transportation Science | 1994-05-10 | Paper |
Stochastic programs over trees with random arc capacities
Networks | 1994-05-10 | Paper |
Multicommodity network flows: The impact of formulation on decomposition
Mathematical Programming. Series A. Series B | 1994-04-28 | Paper |
A Primal Partitioning Solution for the Arc-Chain Formulation of a Multicommodity Network Flow Problem
Operations Research | 1994-02-28 | Paper |
Bounding procedures for multistage stochastic dynamic networks
Networks | 1993-11-01 | Paper |
Numerical Methods for Simulating Transient, Stochastic Queueing Networks—I: Methodology
Transportation Science | 1993-02-25 | Paper |
Numerical Methods for Simulating Transient, Stochastic Queueing Networks—II: Experimental Design
Transportation Science | 1993-02-25 | Paper |
Shipment Routing Algorithms with Tree Constraints
Transportation Science | 1993-01-17 | Paper |
An Optimization-Based Heuristic for Vehicle Routing and Scheduling with Soft Time Window Constraints
Transportation Science | 1993-01-16 | Paper |
A Successive Linear Approximation Procedure for Stochastic, Dynamic Vehicle Allocation Problems
Transportation Science | 1992-06-25 | Paper |
A Capacity Improvement Lower Bound for Fixed Charge Network Design Problems
Operations Research | 1990-01-01 | Paper |
A Review of Sensitivity Results for Linear Networks and a New Approximation to Reduce the Effects of Degeneracy
Transportation Science | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4051339 (Why is no real title available?)
| 1988-01-01 | Paper |
Mitigating End Effects in the Dynamic Vehicle Allocation Model
Management Science | 1988-01-01 | Paper |
Waiting time distributions for transient bulk queues with general vehicle dispatching strategies
| 1988-01-01 | Paper |
Waiting-time distributions for bulk arrival, bulk service queues with vehicle-holding and cancellation strategies
| 1987-01-01 | Paper |
The Bulk Service Queue with a General Control Strategy: Theoretical Analysis and a New Computational Procedure
Operations Research | 1986-01-01 | Paper |
Approximate, Closed Form Moment Formulas for Bulk Arrival, Bulk Service Queues
Transportation Science | 1986-01-01 | Paper |
Iterative Algorithms for Bulk Arrival, Bulk Service Queues with Poisson and Non-Poisson Arrivals
Transportation Science | 1986-01-01 | Paper |
An algorithm for the equilibrium assignment problem with random link times
Networks | 1982-01-01 | Paper |
scientific article; zbMATH DE number 3698696 (Why is no real title available?)
| 1980-01-01 | Paper |
